We discuss the prompt emission of Gamma-Ray Bursts in different spectral energy bands . First , we suggest that a three-part synchrotron emission model [ 1 , 2 ] is a good description of the \sim 20 keV - 1 MeV gamma-ray emission of GRBs . We show that this model provides excellent fits to the data and naturally explains the observed global correlations between spectral parameters . In particular , we show there exists a negative correlation between between the peak of the \nu F _ { \nu } spectrum , E _ { p } , and the low energy photon index \alpha for bursts with -2 / 3 < \alpha < 0 , and suggest that this correlation is due to the mechanism responsible for producing \alpha ’ s above the value of -2 / 3 - namely , a decreasing mean pitch angle of the electrons . We then discuss the physical origin of the increasing number of GRBs that are observed to peak in the X-ray energy band ( \sim 5 - 40 keV ) . Although either a cosmological ( i.e . high redshift ) or intrinsic interpretation for the low values of E _ { p } is viable at this point , the data appear to suggest that intrinsic effects are playing the dominant role . Finally , we briefly comment on the prompt GRB optical emission ( \sim eV ) and very high energy emission ( > 10 MeV ) , and how these spectral bands may be used to place additional constraints on the physics of gamma-ray bursts .